Greetings,
This guide will show you how to run/play "Rogue Lords" on Steam with custom Proton engine.
Make sure you installed Steam from Steam homepage and not from store as a flatpak/Snap package.
First we need to download and install the custom version of Proton to Steam. To do so open the terminal and copy/paste:
cd Downloads
wget https://github.com/GloriousEggroll/proton-ge-custom/releases/download/7.0rc6-GE-1/Proton-7.0rc6-GE-1.tar.gz
mkdir -p ~/.steam/root/compatibilitytools.d/
tar -xf Proton-7.0rc6-GE-1.tar.gz
mv Proton-7.0rc6-GE-1 ~/.steam/root/compatibilitytools.d/
Now open Steam and go to settings ---> Steam Play and enable Steam Play. Now choose Proton 7.0 GE.
Download the game from Steam Store.
That's it! Enjoy!